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There are 2989075 results for: content related to: Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market

  1. Special Quotes Invoke Autocorrelation in Japanese Stock Prices

    Asian Economic Journal

    Volume 21, Issue 4, December 2007, Pages: 369–386, Yoshiro Tsutsui, Kenjiro Hirayama, Takahiro Tanaka and Nobutaka Uesugi

    Article first published online : 2 JAN 2008, DOI: 10.1111/j.1467-8381.2007.00262.x

  2. Stock Returns in Thinly Traded Markets

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 21–34, Kirt C. Butler and Richard M. Osborne

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01380.x

  3. Volatility, global information, and market conditions: a study in futures markets

    Journal of Futures Markets

    Volume 21, Issue 2, February 2001, Pages: 173–196, Hung-Gay Fung and Gary A. Patterson

    Article first published online : 2 JAN 2001, DOI: 10.1002/1096-9934(200102)21:2<173::AID-FUT4>3.0.CO;2-C

  4. Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2899–2930, JEFF FLEMING, CHRIS KIRBY and BARBARA OSTDIEK

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01007.x

  5. Intraday return dynamics between the cash and the futures markets in Japan

    Journal of Futures Markets

    Volume 16, Issue 2, April 1996, Pages: 147–162, Yoshio Iihara, Kiyoshi Kato and Toshifumi Tokunaga

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199604)16:2<147::AID-FUT2>3.0.CO;2-K

  6. The impact of market-specific public information on return variance in an illiquid market

    Journal of Futures Markets

    Volume 17, Issue 8, December 1997, Pages: 887–908, Rohan Christie-David and Timothy W. Koch

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199712)17:8<887::AID-FUT3>3.0.CO;2-H

  7. Further Evidence on Nontrading-Period Information Release

    Contemporary Accounting Research

    Volume 12, Issue 1, Fall 1995, Pages: 207–221, STEPHEN P. BAGINSKI, JOHN M. HASSELL and DONALD PAGACH

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1995.tb00487.x

  8. International trading/nontrading time effects on risk estimation in futures markets

    Journal of Futures Markets

    Volume 10, Issue 4, August 1990, Pages: 407–423, Joanne Hill, Thomas Schneeweis and Jot Yau

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990100408

  9. Public Information Arrival

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1331–1346, THOMAS D. BERRY and KEITH M. HOWE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02456.x

  10. Stock weighting and nontrading bias in estimated portfolio returns

    Accounting & Finance

    Volume 54, Issue 2, June 2014, Pages: 467–503, Philip Gray

    Article first published online : 12 FEB 2013, DOI: 10.1111/acfi.12014

  11. The Calendar Structure of the Japanese Stock Market: The ‘Sell in May Effect’ versus the ‘Dekansho-bushi Effect’

    International Review of Finance

    Volume 13, Issue 2, June 2013, Pages: 161–185, Shigeki Sakakibara, Takashi Yamasaki and Katsuhiko Okada

    Article first published online : 25 FEB 2013, DOI: 10.1111/irfi.12003

  12. Fundamentals and Stock Returns in Japan

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1739–1764, LOUIS K. C. CHAN, YASUSHI HAMAO and JOSEF LAKONISHOK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04642.x

  13. Seasonality Estimation in Thin Markets

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 377–392, MICHAEL THEOBALD and VERA PRICE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02315.x

  14. The Monday effect in U.S. cotton prices

    Agribusiness

    Volume 25, Issue 3, Summer 2009, Pages: 427–448, Stephen P. Keef and Hui Zhu

    Article first published online : 17 JUL 2009, DOI: 10.1002/agr.20207

  15. One Market? Stocks, Futures, and Options During October 1987

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 851–877, ALLAN W. KLEIDON and ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03997.x

  16. TRADING TIME EFFECTS IN FINANCIAL AND COMMODITY FUTURES MARKETS

    Financial Review

    Volume 22, Issue 2, May 1987, Pages: 281–294, Stephen P. Ferris and Don M. Chance

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1987.tb00766.x

  17. HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH-FREQUENCY DATA

    Japanese Economic Review

    Volume 61, Issue 2, June 2010, Pages: 175–201, YOSHIRO TSUTSUI and KENJIRO HIRAYAMA

    Article first published online : 20 MAR 2009, DOI: 10.1111/j.1468-5876.2009.00480.x

  18. Dissemination of Accruals Information, Role of Semi-Annual Reporting, and Analysts' Earnings Forecasts: Evidence from Japan

    Journal of International Financial Management & Accounting

    Volume 21, Issue 2, Summer 2010, Pages: 120–160, Keiichi Kubota, Kazuyuki Suda and Hitoshi Takehara

    Article first published online : 13 APR 2010, DOI: 10.1111/j.1467-646X.2010.01038.x

  19. The daily distribution of changes in the price of stock index futures

    Journal of Futures Markets

    Volume 6, Issue 4, Winter 1986, Pages: 513–521, Edward A. Dyl and Edwin D. Maberly

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990060402

  20. A further investigation of the day-of-the-week effect in the gold market

    Journal of Futures Markets

    Volume 6, Issue 3, Autumn (Fall) 1986, Pages: 409–419, Christopher K. Ma

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990060306